Projects per year
Personal profile
Biography
Giovanni is a Professor at the Department of Economics.
He completed a Ph.D. in Economics and Econometrics at the University of York (UK). Before joining Monash University, he held positions at the School of Business and Economics of the University of Exeter, at the Department of Economics of the University of Glasgow, and at the Department of Economics and Management of the University of Padua.
His main research interests are in the fields of macroeconomics and time series econometrics. His research has been published, among others, in: Journal of Econometrics, Journal of Monetary Economics, Economic Journal, Journal of Applied Econometrics.
More information can be found on his personal webpage.
Research interests
Applied Time Series Econometrics, Macroeconomics
Supervision interests
Measuring uncertainty
Estimating the macroeconomic effects of financial and uncertainty shocks
The interaction of fiscal and monetary policy
The determinants of systemic crises
Multi-layer factor models
Monash teaching commitment
Monetary Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots or
Projects
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Uncertainty, financial frictions and the Australian business cycle
Caggiano, G., Castelnuovo, E. & Modugno, M.
Australian Research Council (ARC)
28/06/19 → 27/06/22
Project: Research
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The macroeconomic effects of global uncertainty
Castelnuovo, E. & Caggiano, G.
4/05/17 → 31/12/18
Project: Research
Research output
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Uncertainty shocks and the great recession: nonlinearities matter
Caggiano, G., Castelnuovo, E. & Pellegrino, G., Jan 2021, In : Economics Letters. 198, 5 p., 109669.Research output: Contribution to journal › Article › Research › peer-review
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Economic policy uncertainty spillovers in booms and busts
Caggiano, G., Castelnuovo, E. & Figueres, J. M., Feb 2020, In : Oxford Bulletin of Economics and Statistics. 82, 1, p. 125-155 31 p.Research output: Contribution to journal › Article › Research › peer-review
13 Citations (Scopus) -
Matching biodiversity indicators to policy needs
Stevenson, S. L., Watermeyer, K., Caggiano, G., Fulton, E. A., Ferrier, S. & Nicholson, E., 2020, (Accepted/In press) In : Conservation Biology. 11 p.Research output: Contribution to journal › Article › Research › peer-review
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Sectoral employment dynamics in Australia and the COVID-19 pandemic
Anderson, H., Caggiano, G., Vahid, F. & Wong, B., Sep 2020, In : Australian Economic Review. 53, 3, p. 402-414 13 p.Research output: Contribution to journal › Article › Research › peer-review
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The global effects of Covid-19-induced uncertainty
Caggiano, G., Castelnuovo, E. & Kima, R., Sep 2020, In : Economics Letters. 194, 5 p., 109392.Research output: Contribution to journal › Article › Research › peer-review
6 Citations (Scopus)